Best way to get the difference of Pandas DatetimeIndex series in days?

Question

Say I have a series of pandas.tseries.index.DatetimeIndex, which is basically weekdays of 2016. Is there any easy/elegant way of finding out the sequential difference in days of the series? Just like .diff() does for an integer or float DataFrame column.

import pandas as pd
import numpy as np
ds = pd.date_range("2016-01-01","2016-12-31",freq='B')

# I was hoping for something like this:
ds.diff().days

# this gives me what I want, but it is ugly and unintuitive
np.diff(ds) / 86400000000000

I also thought about np.diff(ds.date) but it gives me an ndarray of datetime.timedelta, and i don't know how to transform it into an integer array/series without a for-loop.

Answer 1

try this:

In [154]: ds.to_series().diff()
Out[154]:
2016-01-01      NaT
2016-01-04   3 days
2016-01-05   1 days
2016-01-06   1 days
2016-01-07   1 days
2016-01-08   1 days
2016-01-11   3 days
2016-01-12   1 days
2016-01-13   1 days
2016-01-14   1 days
2016-01-15   1 days
2016-01-18   3 days
2016-01-19   1 days
2016-01-20   1 days
2016-01-21   1 days
2016-01-22   1 days
2016-01-25   3 days
2016-01-26   1 days
2016-01-27   1 days
2016-01-28   1 days
2016-01-29   1 days
2016-02-01   3 days
2016-02-02   1 days
2016-02-03   1 days
2016-02-04   1 days
              ...